Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49146.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45085.04 Kr¶

PnL: ---------------------------------------> 29.04 Kr¶

DD now: ---------------------------------> -7.481 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:29:27.644392'

Anic Portfolio¶

Today¶

Return: -1.15 %¶

This Week¶

Return: -0.318 %¶

Total portfolio value¶

Return including deposits: 60.893 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 -1.760000 2163.600000 120.600000 5.900000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax B 4 0.850000 904.800000 50.800000 5.950000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 -0.020000 1001.520000 34.520000 3.570000 966.999996
JM 6 -1.130000 892.200000 28.200000 3.260000 864.000000
Platzer Fastigheter Holding B 12 -3.180000 987.600000 26.600000 2.770000 960.999996
OX2 13 1.290000 967.200000 17.200000 1.810000 949.999999
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
Bilia A 8 -0.870000 908.000000 8.000000 0.890000 900.000000
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
EQT 4 -1.870000 820.800000 -11.200000 -1.350000 832.000000
Clas Ohlson B 12 -2.260000 961.800000 -11.200000 -1.150000 972.999996
ASSA ABLOY B 3 -1.540000 767.700000 -11.300000 -1.450000 779.000001
Sedana Medical 93 -5.870000 2505.420000 -15.580000 -0.620000 2521.000011
Alimak Group 11 -0.720000 911.900000 -16.100000 -1.730000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -0.490000 897.600000 -23.400000 -2.540000 921.000003
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -1.140000 907.750000 -32.250000 -3.430000 940.000000
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
Indutrade 5 -0.920000 1179.000000 -39.000000 -3.200000 1218.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Bufab 3 -0.510000 1045.200000 -63.800000 -5.750000 1109.000001
Vitec Software Group B 2 -3.590000 1021.000000 -66.000000 -6.070000 1087.000000
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.990000 3330.600000 -130.400000 -3.770000 3461.000010
TOTAL 45085.040000 29.040000 -7.48069% 45056.000411

Updated:¶

'2023-07-05 15:29:44.340346'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶